There aren't many old EU Lego sets, but there are a few. For TIE variants, there was a TIE/d fighter released as part of a multi-pack of other TIE fighters in 2004, a TIE Crawler/Century tank released in 2007, and a TIE Defender released in 2010. When I saw the Defender in stores, I immediately purchased it, and I'm glad I did. Still my favorite TIE fighter.
Aside from those, there's the Rogue Shadow from The Force Unleashed, a few ships from The Old Republic, and a small pack of Republic/Sith troops from TOR. There's even a set of Anakin's custom starfighter from Genndy's Clone Wars series, which definitely surprised me. The Lego wiki has
listings of all the old EU sets for you to peruse.
A cursory eBay search has TIE Defenders going for roughly $60, not too bad for a decade-old set. I'd recommend it if you've got the cash to spare. And agreed, it sucks how Lego sets are so damn expensive these days.